Ossiam Shiller Barclays Cape US Sector Value TR UCITS ETF HEDGED INDEX 1C (EUR)/  LU1446552652  /

The OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR Fund (the "Fund") aims to replicate, net of fees and expenses, the performance of the Shiller Barclays CAPE® US Sector Value Net TR Index, measured by its closing price. This Fund is passively managed. In order to achieve its investment objective, the Fund will primarily use swaps with the objective of tracking the Index performance through synthetic replication. In that case, the Fund will invest in a portfolio of assets, the performance of which will be exchanged against the performance of the Index or a related index, or a portfolio of its constituents through swap agreements with a swap counterparty. This method implies a counterparty risk as described in the below Risk and Reward Profile. The net asset value per share of the Fund will therefore increase (or decrease) according to the evolution of the Index. The counterparty to the swaps will be a first class financial institution that specializes in this type of transaction. The Fund may also enter into multiple swap agreements with multiple swap counterparties with the same characteristics as previously described. The Fund may, with due regard to the best interest of its Shareholders, decide to switch partially or totally from one of the above described policies to the other (i.e. synthetic replication vs. physical replication). In both replication strategies, the Fund shall be permanently invested for a minimum of 60% in equities or rights issued by companies having their registered office in OECD countries.

The OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR Fund (the "Fund") aims to replicate, net of fees and expenses, the performance of the Shiller Barclays CAPE® US Sector Value Net TR Index, measured by its closing price. This Fund is passively managed.